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Valaris Limited VAL

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-11-12T00:44:29.647Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002467667Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:44:29.180314+00:00

Share price$80.69
1D+0.0%
AH$80.27$80.84$81.41$81.97$82.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVAL
Sold putSold callAH

Valaris Limited options

Live interpolated VAL call and put midpoint premiums by absolute delta.Valaris Limited$0.56$2.62$4.68$6.73$8.79$70.62$76.77$82.93$89.08$95.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VAL spot · $80.69VAL PRICE$0.90$1.21$1.59$1.92$2.06$2.35$2.78$3.21$3.92$4.70$5.62$6.70$8.20$0.79$0.97$1.27$1.72$2.17$2.57$2.81$3.05$3.29$4.04$4.81$5.58$6.32
PutsCheap0.83×
CallsExpensive1.41×
SkewBullish-13.64 pp
Implied moveBalanced±$5.59
TiltBullish6.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.8067.2%11.2%75.4453.6%7.5%
25Δ87.1666.6%9.5%76.7749.7%6.1%
30Δ85.9768.5%8.5%77.8449.0%5.1%
35Δ84.7368.6%7.4%78.6152.0%4.7%
40Δ83.2160.7%5.7%79.3855.1%4.3%
45Δ82.0257.1%4.6%80.1556.8%3.9%
50Δ81.1057.4%4.0%80.9253.1%3.2%
55Δ80.1857.6%3.4%81.6949.5%2.5%
60Δ79.1460.1%2.9%82.4645.9%1.9%
65Δ78.0663.2%2.6%83.4447.4%1.6%
70Δ76.8466.3%2.2%84.4449.3%1.3%
75Δ75.4469.4%1.8%85.4349.7%1.0%
80Δ73.6773.9%1.5%86.4148.2%0.7%

20Δ

Calls
Pseudo strike
88.80
IV
67.2%
B/E move
11.2%
Puts
Pseudo strike
75.44
IV
53.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
87.16
IV
66.6%
B/E move
9.5%
Puts
Pseudo strike
76.77
IV
49.7%
B/E move
6.1%

30Δ

Calls
Pseudo strike
85.97
IV
68.5%
B/E move
8.5%
Puts
Pseudo strike
77.84
IV
49.0%
B/E move
5.1%

35Δ

Calls
Pseudo strike
84.73
IV
68.6%
B/E move
7.4%
Puts
Pseudo strike
78.61
IV
52.0%
B/E move
4.7%

40Δ

Calls
Pseudo strike
83.21
IV
60.7%
B/E move
5.7%
Puts
Pseudo strike
79.38
IV
55.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
82.02
IV
57.1%
B/E move
4.6%
Puts
Pseudo strike
80.15
IV
56.8%
B/E move
3.9%

50Δ

Calls
Pseudo strike
81.10
IV
57.4%
B/E move
4.0%
Puts
Pseudo strike
80.92
IV
53.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
80.18
IV
57.6%
B/E move
3.4%
Puts
Pseudo strike
81.69
IV
49.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
79.14
IV
60.1%
B/E move
2.9%
Puts
Pseudo strike
82.46
IV
45.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
78.06
IV
63.2%
B/E move
2.6%
Puts
Pseudo strike
83.44
IV
47.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
76.84
IV
66.3%
B/E move
2.2%
Puts
Pseudo strike
84.44
IV
49.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
75.44
IV
69.4%
B/E move
1.8%
Puts
Pseudo strike
85.43
IV
49.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
73.67
IV
73.9%
B/E move
1.5%
Puts
Pseudo strike
86.41
IV
48.2%
B/E move
0.7%

Options history

IV · four-Friday blend51.26%
Daily EOD
VAL49.3%50.8%52.4%2026-10-19: 49.85%2026-10-20: 49.53%2026-10-21: 50.18%2026-10-22: 50.02%2026-10-23: 51.44%2026-10-26: 51.57%2026-10-27: 52.15%2026-10-28: 51.32%2026-10-29: 50.98%2026-10-30: 51.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.85%
49.53%
50.18%
50.02%
51.44%
51.57%
52.15%
51.32%
50.98%
51.26%